+1,382.0%
GLW vs APTV
+194.6%
+1,187.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.6% |
| 7D | +3.8% | +4.8% | -1.0% | +2.0% |
| 30D | -1.3% | +2.0% | -3.3% | -2.1% |
| 3M | -21.8% | -34.2% | +12.4% | -9.7% |
| 6M | +6.9% | -34.7% | +41.6% | +22.6% |
| YTD | +77.2% | -37.0% | +114.1% | +104.4% |
| 1Y | +123.2% | -40.4% | +163.6% | +162.5% |
| 3Y | +400.0% | -54.1% | +454.1% | +521.5% |
| 5Y | +342.8% | -68.0% | +410.8% | +507.9% |
| 10Y | +771.4% | -15.5% | +786.9% | +655.6% |
| All | +1,382.0% | +194.6% | +1,187.4% | +588.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling